I have option strike prices (Strike), date, and price index correspond to date.
I need to find the strike value (from Strike column) which is the nearest to Price for correspond day.
For example: The nearest price of 5848 for 05.02.2016 date is 5850.
The nearest price of 5689 for 08.02.2016 date is 5675.
The data is attached in excel file.
I should have only one Strike (column 1) price which is the nearest to the Price (column 3) for each date.
One simple table in the output, such as:
05.02 - one price,
08.02 - one price,
09.02- one price and so on.
Can you help me please how to solve this in MATLAB?
Thanks a lot